Goldman Sachs Call 170 TSM 16.08.2024
/ DE000GG94J53
Goldman Sachs Call 170 TSM 16.08..../ DE000GG94J53 /
| 2024-07-10 10:46:57 AM |
Chg.-0.03 |
Bid2:45:21 PM |
Ask2:45:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-1.42% |
2.20
Bid Size: 5,000 |
2.27
Ask Size: 5,000 |
Taiwan Semiconductor... |
170.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
GG94J5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
1.34 |
| Time value: |
0.52 |
| Break-even: |
175.80 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
6.75 |
| Rho: |
0.11 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.68% |
| 1 Month |
|
|
+154.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.36 |
| 1M High / 1M Low: |
2.40 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
